Last price paid | 0.045 | |
Change | +12.50% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 15.08.2024 17:20 |
Fixing | 20.06.2025 |
Settlement date | 29.05.2024 |
Last trading | 20.06.2025 |
Final fixing | 20.06.2025 |
Currency redemption | CHF |
Perf. since issue | -79.17% |
Year to date (YTD) | n.a. |
1 month | -67.86% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.24 |
Underlying price on issue | 5'032.36 |
Premium | 0.25% |
Premium p.a. | 0.29% |
Leverage | 20.66 |
Implied volatility | 0.13 |
ISIN | CH1338505642 |
Symbol | SX5A6Z |
Security | 133850564 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.06.2025 |
Underlying | EURO STOXX 50 Price EUR, EU0009658145 |
Underlying ISIN | EU0009658145 |
Strike | 6'000.00 |
C/P type | call |
Subscription ratio | 200.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 200 |
Value day | 22.05.2024 |
Premium | 25.08% |
Premium p.a. | 28.97% |
Leverage | 460.03 |
Implied volatility | 13.19% |
Moneyness | out-of-the-money |
Leverage | 20.6624 |
Delta | 0.0449 |
Gamma | 0.0000 |
Theta | -0.0006 |
Rho | 0.0068 |
Vega | 0.0202 |
Fair value | 0.05 |
Intrinsic value | n.a. |
Break-even | 6'010.45 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 133.10 |
Partners Group Ho... | 1'186.00 |
Swiss Re | 108.30 |
Sika AG | 256.50 |
LOGITECH INT. | 77.62 |
Name | Price |
---|---|
GEBERIT N | 518.60 |
UBS | 26.18 |
SWISSCOM N | 528.50 |
Nestlé SA | 89.28 |
Lonza Group | 551.40 |